Kac functional and Schrödinger equation

Kal Lal Chung, S. R.S. Varadhan, Kai Lai Chung

Research output: Chapter in Book/Report/Conference proceedingChapter


Let formula present be a strong Markov process with continuous paths on formula present Such a process is often called a diffusion. For each real Tb, we define the hitting time Tb as follows:

Original languageEnglish (US)
Title of host publicationSelected Works of Kai Lai Chung
PublisherWorld Scientific Publishing Co.
Number of pages12
ISBN (Electronic)9789812833860
ISBN (Print)9789812833853
StatePublished - Jan 1 2008

ASJC Scopus subject areas

  • General Mathematics


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